Nick Radge – Daily Journal

[Nick Radge]

It’s good to see others posting monthly results quickly.

Taking responsibility and showing acceptance.

Another opportunity to learn from.

Discipline and staying the path.

October 2018

ASX
Growth Portfolio: -26.1%

US
HFT: -8.17%
US Momo: -16.20%
MOC: -11.08%
DTVI: -20.14% (Trade Long Term)

[Nick Radge]

It’s been pointed out that perhaps my Growth Portfolio data is incorrect – a client who trades the exact same positions suggested his loss was only 13% for Oct and not the whopping -27% I posted.

I do calculate my Growth Portfolio data differently, so I went back and aligned the calcs with the other portfolios…..

….turns out my data has been incorrect for most of the year.

Oct return was -14.8%
YTD is now +10.04%

[SaidBitar]

Looks better

[Nick Radge]

December 2018

ASX
Growth Portfolio: -1.1%

US
HFT: -14.4%
US Momo: 0%
MOC: -2.68%
DTVI: 0% (Trade Long Term)

The Growth Portfolio closed the year +10.55% vs the index -3.5%.

HFT hit a new maxDD.

I’ll be shifting some allocations around this year based on some lifestyle changes.

All the best for 2019 everyone.

[Nick Radge]

January 2019

ASX
Growth Portfolio: 0.0%

US
HFT: +8.0%
US Momo: 0%
MOC: +3.94%
DTVI: 0% (Trade Long Term)

[LEONARDZIR]

Nice!

[MichaelRodwell]

Hey Nick,

Regarding monthly rotational systems such as the DTVI, any thoughts about having a scale in/ scale out type approach?

My general hypothesis is that bear markets or down trends tend to be more volatile and aggressive, therefore act on the change of index filter faster when it turns off and is signaling to exit positions at the end of the month.

I haven’t developed the idea, but something along the lines of if the index filter turns down, scale out 25% per week until it either turns back up or the monthly rotation is due and all positions are exited. The intention is to limit the down side to a stronger degree than limiting the upside.

Would this make sense to test in such an approach?

[Nick Radge]

Mike,
It makes sense but unsure how to test that out.

Brent, another member here, uses the same system but halved into end of month and mid month so he’ll get a scale out of half if the index turns down.

[Anonymous]

Hey Nick, just a quick question about the notation of your systems – what do the acronyms DVTI and HFT stand for? Also, in brief, what differentiates the ASX growth from the US Momo portfolio? Thanks!

[Nick Radge]

Hey Dustin,
DVTI is a secret code which I can’t disclose

HFT stands for High Frequency Trading and refers to a short term (3 day) swing system).

The ASX Growth is a trend system which is loosely based on the BBO strategy in Unholy Grails. It’s not a momentum strategy.

[Nick Radge]

February 2019

ASX
Growth Portfolio: -2.39%

US
HFT: +2.49%
US Momo: 0%
MOC: +5.07%
DTVI: 0% (Trade Long Term)

[Nick Radge]

Here’s my current allocations across my full investment portfolio (ex. property) and then a breakdown of tactical system allocation

[MichaelRodwell]

How do you define tactical Nick? What are the main drivers for the allocation percentages?

[Nick Radge]

Tactical means ‘active’
Strategic means ‘buy and hold’

[TimothyStrickland]

Good info Nick, this gives me some ideas on where I should be looking to allocate my funds. For the buy and hold do you typically just buy the index or is it like trade long term where you pick some strong stocks and hold onto them for a long time?

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